• Transactions of Materials Processing
• /
• v.26 no.6
• /
• pp.341-347
• /
• 2017

Flexibly-reconfigurable roll forming (FRRF) is a novel sheet metal forming technology conducive to produce multi-curvature surfaces by controlling strain distribution along longitudinal direction. Reconfigurable rollers could be arranged to implement a kind of punch die set. By utilizing these reconfigurable rollers, desired curved surface can be formed. In FRRF process, three-dimensional surface is formed from two-dimensional curve. Thus, it is difficult to predict the forming result. In this study, a regression analysis was suggested to construct a predictive model for a longitudinal curvature of FRRF process. To facilitate investigation, input parameters affecting the longitudinal curvature of FRRF were determined as maximum compression value, curvature radius in the transverse direction, and initial blank width. Three-factor three-level full factorial experimental design was utilized and 27 experiments using FRRF apparatus were performed to obtain sample data of the regression model. Regression analysis was carried out using experimental results as sample data. The model used for regression analysis was a quadratic nonlinear regression model. Determination factor and root mean square root error were calculated to confirm the conformity of this model. Through goodness of fit test, this regression predictive model was verified.

• The Korean Journal of Applied Statistics
• /
• v.21 no.5
• /
• pp.755-763
• /
• 2008

This paper approaches the problem of option pricing in an incomplete market, where the underlying asset price process follows a compound Poisson model. We assume that the price process follows a compound Poisson model under an equivalent martingale measure and it converges weakly to the Black-Scholes model. First, we express the option price as the expectation of the discounted payoff and expand it at the Black-Scholes price to obtain a pricing formula with three unknown parameters. Then we estimate those parameters using the market option data. This method can use the option data on the same stock with different expiration dates and different strike prices.

• The Korean Journal of Applied Statistics
• /
• v.15 no.1
• /
• pp.139-151
• /
• 2002

This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.3
• /
• pp.821-830
• /
• 2006

This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

• Journal of Convergence for Information Technology
• /
• v.9 no.6
• /
• pp.1-6
• /
• 2019

In this study, the development of a weight estimation model of electronic scale with nonlinear characteristics is presented using polynomial regression analysis. The output voltage of the load cell was measured directly using the reference mass. And a polynomial regression model was obtained using the matrix and curve fitting function of MS Office Excel. The weight was measured in 100g units using a load cell electronic scale measuring up to 5kg and the polynomial regression model was obtained. The error was calculated for simple($1^{st}$), $2^{nd}$ and $3^{rd}$ order polynomial regression. To analyze the suitability of the regression function for each model, the coefficient of determination was presented to indicate the correlation between the estimated mass and the measured data. Using the third order polynomial model proposed here, a very accurate model was obtained with a standard deviation of 10g and the determinant coefficient of 1.0. Based on the theory of multi regression model presented here, it can be used in various statistical researches such as weather forecast, new drug development and economic indicators analysis using logistic regression analysis, which has been widely used in artificial intelligence fields.

• Corrosion Science and Technology
• /
• v.18 no.2
• /
• pp.61-71
• /
• 2019

Flow-Accelerated Corrosion (FAC) is a phenomenon in which a protective coating on a metal surface is dissolved by a flow of fluid in a metal pipe, leading to continuous wall-thinning. Recently, many countries have developed computer codes to manage FAC in power plants, and the FAC prediction model in these computer codes plays an important role in predictive performance. Herein, the FAC prediction model was developed by applying a machine learning method and the conventional nonlinear regression method. The random forest, a widely used machine learning technique in predictive modeling led to easy calculation of FAC tendency for five input variables: flow rate, temperature, pH, Cr content, and dissolved oxygen concentration. However, the model showed significant errors in some input conditions, and it was difficult to obtain proper regression results without using additional data points. In contrast, nonlinear regression analysis predicted robust estimation even with relatively insufficient data by assuming an empirical equation and the model showed better predictive power when the interaction between DO and pH was considered. The comparative analysis of this study is believed to provide important insights for developing a more sophisticated FAC prediction model.

• The Transactions of the Korean Institute of Electrical Engineers P
• /
• v.65 no.2
• /
• pp.108-113
• /
• 2016

The real-world problems usually show nonlinear and multi-variate characteristics, so it is difficult to establish concrete mathematical models for them. Thus, it is common to practice data-driven modeling techniques in these cases. Among them, most widely adopted techniques are regression model and intelligent model such as neural networks. Regression model has drawback showing lower performance when much non-linearity exists between input and output data. Intelligent model has been shown its superiority to the linear model due to ability capable of effectively estimate desired output in cases of both linear and nonlinear problem. This paper proposes modeling method of daily photovoltaic power systems using ELM(Extreme Learning Machine) based modular networks. The proposed method uses sub-model by fuzzy clustering rather than using a single model. Each sub-model is implemented by ELM. To show the effectiveness of the proposed method, we performed various experiments by dataset acquired during 2014 in real-plant.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.16 no.3
• /
• pp.163-172
• /
• 2016

Electric load forecasting is essential for effective power system planning and operation. Complex and nonlinear relationships exist between the electric loads and their exogenous factors. In addition, time-series load data has non-stationary characteristics, such as trend, seasonality and anomalous day effects, making it difficult to predict the future loads. This paper proposes a locally-weighted polynomial neural network (LWPNN), which is a combination of a polynomial neural network (PNN) and locally-weighted regression (LWR) for daily shortterm peak load forecasting. Model over-fitting problems can be prevented effectively because PNN has an automatic structure identification mechanism for nonlinear system modeling. LWR applied to optimize the regression coefficients of LWPNN only uses the locally-weighted learning data points located in the neighborhood of the current query point instead of using all data points. LWPNN is very effective and suitable for predicting an electric load series with nonlinear and non-stationary characteristics. To confirm the effectiveness, the proposed LWPNN, standard PNN, support vector regression and artificial neural network are applied to a real world daily peak load dataset in Korea. The proposed LWPNN shows significantly good prediction accuracy compared to the other methods.

• The Korean Journal of Applied Statistics
• /
• v.29 no.1
• /
• pp.157-169
• /
• 2016

We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.

• Journal of the Korean Society of Safety
• /
• v.29 no.6
• /
• pp.151-157
• /
• 2014

This study deals with the rear-end collision at roundabouts. The purpose of this study is to develop the accident models of rear-end collision in Korea. In pursuing the above, this study gives particular attention to developing the appropriate models using Poisson, negative binomial model, ZAM, multiple linear and nonlinear regression models, and statistical analysis tools. The main results are as follows. First, the Vuong statistics and overdispersion parameters indicate that ZIP is the most appropriate model among count data models. Second, RMSE, MPB, MAD and correlation coefficient tests show that the multiple nonlinear model is the most suitable to the rear-end collision data. Finally, such the independent variables as traffic volume, ratio of heavy vehicle, number of circulatory roadway lane, number of crosswalk and stop line are adopted in the optimal model.